krig_crossval_1d_exh.m

% krig_crossval_1d_exh
% CALL : 
%   [V_L,B_be,ML,Mbe,ML2,par2_range,nugfrac_range]=krig_crossval_1d_exh(pos_known,val_known,V,options);
%
%function [V_L,V_be,ML,Mbe,ML2,par2_range,nugfrac_range]=krig_crossval_1d_exh(pos_known,val_known,V,options);
function [Vout,Mout,Nout,par2_range,nugfrac_range]=krig_crossval_1d_exh(pos_known,val_known,V,options);

if isfield(options,'par2_range')
  par2_range=options.par2_range;
else
  par2_range=linspace(0.001,205,40);
end
if isfield(options,'nugfrac_range')
  nugfrac_range=options.nugfrac_range;
else
  nugfrac_range=[.05:.05:.2];
  nugfrac_range=0.001;
  nugfrac_range=linspace(0.001,1.0,40);
  %nugfrac_range=linspace(0.001,0.2,4);
  
  %  nugfrac_range=0;
end


for ipar2=1:length(par2_range);
  for inug=1:length(nugfrac_range);
    V(2).par2=par2_range(ipar2);
    nugfrac=nugfrac_range(inug);
    V(1).par1=options.gvar.*nugfrac;
    V(2).par1=options.gvar.*(1-nugfrac);
    [d1,d2,be,d_diff,L,L2]=krig_blinderror(pos_known,val_known,pos_known,V,options);
    ML(ipar2,inug)=L;
    ML2(ipar2,inug)=L2;
    Mbe(ipar2,inug)=be;
    MV{ipar2,inug}=V;
  end
  disp(format_variogram(V,1))
end

iML=find(max(ML(:))==ML);
iML2=find(max(ML2(:))==ML2);
ibe=find(min(Mbe(:))==Mbe);

V_L=MV{iML(1)};
V_L2=MV{iML2(1)};
V_be=MV{ibe(1)};

Vout{1}=V_L2;
Vout{2}=V_L;
Vout{3}=V_be;

Mout{1}=ML2;
Mout{2}=ML;
Mout{3}=Mbe;

if (isfield(options,'pos_known_all'))
  pos_est=options.pos_known_all+.000000001;
  %rr=.1*abs(max(options.pos_known_all)-min(options.pos_known_all));
  %pos_est=linspace(min(options.pos_known_all)-rr,max(options.pos_known_all)+rr,100)+rand(1).*.0001;
else
  rr=.1*abs(max(pos_known)-min(pos_known));
  pos_est=linspace(min(pos_known)-rr,max(pos_known)+rr,100)+rand(1).*.0001;
end
%pos_est=pos_known;
xrange=[min(pos_est) max(pos_est)];

if (isfield(options,'val_known_all'))
  yrange=[min(options.val_known_all(:,1)) max(options.val_known_all(:,1))];
else  
  yrange=[min(val_known(:,1)) max(val_known(:,1))];
end
yrange=yrange+[-.1 .1].*abs(diff(yrange));

[d_L,v_L]=krig(pos_known,val_known,pos_est(:),V_L,options);
[d_L2,v_L2]=krig(pos_known,val_known,pos_est(:),V_L2,options);
[d_be,v_be]=krig(pos_known,val_known,pos_est(:),V_be,options);

if length(iML)>1
  disp(sprintf('More than one optimal ML solution'))
  for i=1:length(iML)
    disp(format_variogram(MV{iML(i)}))
  end
end


if length(ibe)>1
  disp(sprintf('More than one optimal BE solution'))
  for i=1:length(ibe)
    disp(format_variogram(MV{ibe(i)}))
  end
end



figure(1);clf;
subplot(2,3,1)
imagesc(par2_range,nugfrac_range,ML2');
xlabel('Range');ylabel('Nugget proportion')
title('L2')
colorbar
hold on;plot(V_L2(2).par2,V_L2(1).par1./sum([V_L2.par1]),'w.','Markersize',20);hold off

subplot(2,3,2)
imagesc(par2_range,nugfrac_range,ML');
xlabel('Range');ylabel('Nugget proportion')
title('Likelihood')
colorbar
hold on;plot(V_L(2).par2,V_L(1).par1./sum([V_L.par1]),'w.','Markersize',20);hold off

subplot(2,3,3)
imagesc(par2_range,nugfrac_range,-log(Mbe)');
xlabel('Range');ylabel('Nugget proportion')
title('-CrossValidationError')
colorbar
hold on;plot(V_be(2).par2,V_be(1).par1./sum([V_be.par1]),'w.','Markersize',20);hold off



subplot(2,3,5)
p1=plot(pos_est,[d_L d_L+2*sqrt(v_L) d_L-2*sqrt(v_L)],'r-',pos_known,val_known(:,1),'k*');
hold on
plot(pos_known,val_known(:,1),'g.','MarkerSize',20)
hold off
if (isfield(options,'pos_known_all')&isfield(options,'val_known_all'))
  hold on
  plot(options.pos_known_all,options.val_known_all,'k.')
  hold off
end
set(p1(1),'LineWidth',2)
set(gca,'Xlim',xrange);
set(gca,'Ylim',yrange);
title(sprintf('Max Likelihood : %s',format_variogram(V_L,1)))

subplot(2,3,6)
p2=plot(pos_est,[d_be d_be+2*sqrt(v_be) d_be-2*sqrt(v_be)],'b-',pos_known,val_known(:,1),'k*');
set(p2(1),'LineWidth',2)
hold on
plot(pos_known,val_known(:,1),'g.','MarkerSize',20)
hold off
if (isfield(options,'pos_known_all')&isfield(options,'val_known_all'))
  hold on
  plot(options.pos_known_all,options.val_known_all,'k.')
  hold off
end
set(gca,'Xlim',xrange);
set(gca,'Ylim',yrange);
title(sprintf('Min CVE : %s',format_variogram(V_be,1)))

subplot(2,3,4)
p1=plot(pos_est,[d_L2 d_L2+2*sqrt(v_L2) d_L2-2*sqrt(v_L2)],'r-',pos_known,val_known(:,1),'k*');
hold on
plot(pos_known,val_known(:,1),'g.','MarkerSize',20)
hold off
if (isfield(options,'pos_known_all')&isfield(options,'val_known_all'))
  hold on
  plot(options.pos_known_all,options.val_known_all,'k.')
  hold off
end
set(p1(1),'LineWidth',2)
set(gca,'Xlim',xrange);
set(gca,'Ylim',yrange);
title(sprintf('Max Likelihood 2: %s',format_variogram(V_L2,1)))

save test1d

figure(9);clf;subplot(2,1,1)
c=[.5 .5 .5];
plot(options.pos_known_all,options.val_known_all(:,1),'k.','MarkerSize',15,'LineWidth',.1,'Color',c)
hold on
plot(pos_known,val_known(:,1),'k.','MarkerSize',30)
%plot(options.pos_known_all,options.val_known_all(:,1),'k-','MarkerSize',10,'LineWidth',.1,'Color',c)
plot(pos_est,[d_be],'k-','LineWidth',2) 
plot(pos_est,[d_L],'r-','LineWidth',2) 
plot(pos_est,[d_L2 ],'b-','LineWidth',2) 
hold off
legend('All Data','Used data','PE','WPE','ML','Location','NorthEastOutside')

hold on;
p1=plot(pos_est,[d_be d_be+2*sqrt(v_be) d_be-2*sqrt(v_be)],'k-');
p2=plot(pos_est,[d_L d_L+2*sqrt(v_L) d_L-2*sqrt(v_L)],'r-');
p3=plot(pos_est,[d_L2 d_L2+2*sqrt(v_L2) d_L2-2*sqrt(v_L2)],'b-');
hold off
xlabel('Distance (m)')
ylabel('Z(m)')



if (isfield(options,'val_known_all'))

  [d_L,v_L]=krig(pos_known,val_known,options.pos_known_all+.001,V_L,options);
  [d_L2,v_L2]=krig(pos_known,val_known,options.pos_known_all+.001,V_L2,options);
  [d_be,v_be]=krig(pos_known,val_known,options.pos_known_all+.001,V_be,options);

  highL= find( ((d_L(:,1)+2*sqrt(v_L))-options.val_known_all)<=0);
  lowL= find( ((d_L(:,1)-2*sqrt(v_L))-options.val_known_all)>=0);

  highL2= find( ((d_L2(:,1)+2*sqrt(v_L2))-options.val_known_all)<=0);
  lowL2= find( ((d_L2(:,1)-2*sqrt(v_L2))-options.val_known_all)>=0);
  
  highbe= find( ((d_be(:,1)+2*sqrt(v_be))-options.val_known_all)<=0);
  lowbe= find( ((d_be(:,1)-2*sqrt(v_be))-options.val_known_all)>=0);
  
  nL=length(highL)+length(lowL);
  nL2=length(highL2)+length(lowL2);
  nbe=length(highbe)+length(lowbe);
  
  nd=length(v_L);

  txt=sprintf('Percent of data outside 95%% interval : %3.2f(L2) %3.2f(L) %3.2f(be)',nL2./nd,nL./nd,nbe./nd);
  txt2=sprintf('Number  of data outside 95%% interval : %3.2f(L2) %3.2f(L) %3.2f(be)',nL2,nL,nbe);

  Nout{1}=nL2;
  Nout{2}=nL;
  Nout{3}=nbe;
  
  %watermark(txt);
  disp(txt)
  disp(txt2)
end

disp(sprintf('Optimal ML           : %s',format_variogram(V_L2)))
disp(sprintf('Optimal WPE          : %s',format_variogram(V_L)))
disp(sprintf('Optimal PE           : %s',format_variogram(V_be)))